Joining Meshes to Curves
You can do so by converting the curves to meshes (this will prevent you from making any new edit to the Bezier profile!), then joining all the meshes together.

To convert the curves, select each one, set the preferred resolutions from the Object Data (Curve) panel (these will affect how many polygons your mesh will be made of), then do Alt+C > Mesh from Curve.

Then, select all the meshes (possibly the car as the latest) and do Ctrl+J to join them.

Please note that this only assigns all the vertices/edges/faces to a single mesh object, but doesn't make smooth intersections or such.